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searchcontenttslkeyword=fund_mt_,2cfundaquottarget=quot_blankquot,_mt_assetrdate,searchcontenttslkeyword=fund_mt_,helpdocsearchcontenttslkeyword=index_fd,…
searchcontenttslkeyword=getastock_stylefactorbyendtquot,=quot_blankquot,searchcontenttslkeyword=stocks_stylefactor%,f2%d7%d3_1quot,helpdocsearchcontenttslkeyword=index_stylefactor,…
16908attachmenttitle1摘要title11回顾天软,3风险模型1共同因子,天软风格因子收益提取1实时计算,rm_getfactorreturnbystocks,_rm_factorreturn5模型,-03-14title21文档说明,…
指数策略研究更新版1构建基于,账户状态买卖操作信号1如果当前,:=20feerate:=01returnindex,…
者可分为以下几种类型1结算机构,hktuniswwwhkexnewshkindex_c,title2数据更新情况title21数据开始,一交易日t-1日沪,varchara00003注1股东名称,…
sh000016sh000010sh000852过去1年累计,指数收盘-t-1日股息,%-全收益法1系统参数,sh000016sh000010sh000852过去1年累计,普通股获利率%setsysparampn_stocksz000651,pn_date20250828t,d:=20250831tsetsysparampn_dated,…
函数名别名stock_codechangesnewid,日变更后代码stock_codechangesreason,日变动原因stock_codechangesoldid,日变更前代码stock_codechangestype,变动日期tabletitle3升级1升级optionzlid3,…
20240930tobj:=createobjecttsfl_backtestingindex//,例objfcycle:=cy_month//,类组合objfgrouptype:=1//基准,整objfvolmodtype:=-1//是否,代码中证1000objindex:=sh000852,objgetrollingreturnbegtendtcy_month//,…
小单的判定阈值1小单,:=20260310tcycle:=cy_30mbstype,data:=arrayforiindexinindexs,stocks:=getbkbydateindexendt//,指数成份股name:=stocknameindextmp:=,_moneyflow_gradingstocks,…
:=20260310tcycle:=cy_30mbstype,data:=arrayforiindexinindexs,stocks:=getbkbydateindexendtname,stocknameindextmp:=,_moneyflow_gradingstocks,dtypeoptiondata=selectindexas指数,…